Correlation Between Russell 1000 Growth and Russell 1000 Value

Correlation Between Russell 1000 Growth and Russell 1000 Value The correlation between Growth and Value has been close to zero, as during the dotcom bubble, when value investors were squeezed out while growth investors enjoyed high returns. Image: Goldman Sachs Global Investment Research

S&P 500 Correlation with U.S. Real Yield

S&P 500 Correlation with U.S. Real Yield The correlation of the S&P 500 with real yields has been negative for most of this year, but it has turned positive again. Image: Goldman Sachs Global Investment Research

Correlation Across Assets

Correlation Across Assets The 1-year rolling correlation remains low between asset classes for diversification. Image: Goldman Sachs Global Investment Research

Cross-Asset Correlation Matrix

Cross-Asset Correlation Matrix This grid showing the correlation between different asset classes, is useful for asset allocation. Image: Goldman Sachs Global Investment Research